Wife & kid moving from Mexico

Hi, I just moved to this country about 10 months ago because of a job offer in NY state

My wife and kid just moved in with me, a couple of days ago. 

 

Since I have a TN visa and they have TD.  So they can't get a SSN and need to get an ITIN instead

What's the best approach for this, so I can add them as dependents and get the tax benefits that come with it?

What kind of benefits could I expect from adding them as dependents?

Thanks